WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management. - Saeed Marzban; Erick Delage; Jonathan Yu-Meng Li; Jeremie Desgagne-Bouchard; Carl Dussault (CoRR, 2021)

WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management. - Saeed Marzban; Erick Delage; Jonathan Yu-Meng Li; Jeremie Desgagne-Bouchard; Carl Dussault (Oper. Res. Lett., 2023)